Prerequisites: Junior standing; Minimum grade of "C-" in FINC 335.
This class offers a comprehensive introduction to options, including a detailed examination of option markets, option properties, trading strategies using options, binomial tree and Black-Scholes valuation models, and hedging strategies using options.
Outcomes: Students will be able to demonstrate an understanding of option markets, option pricing models and how options can be used to hedge risks.
This class offers a comprehensive introduction to options, including a detailed examination of option markets, option properties, trading strategies using options, binomial tree and Black-Scholes valuation models, and hedging strategies using options.
Outcomes: Students will be able to demonstrate an understanding of option markets, option pricing models and how options can be used to hedge risks.